Stability Analysis of Modified General Version of Gauss-type Proximal Point Method for Solving Generalized Equations Using Metrically Regular Mapping
Asian Journal of Mathematics and Computer Research, Volume 30, Issue 2,
Page 38-52
DOI:
10.56557/ajomcor/2023/v30i28294
Abstract
A modified general version of Gauss-type proximal point algorithm (GGPPA) is presented in this article for solving the parameterized generalized equation y ∈ F(x), where y is a parameter and a set-valued mapping F: X ⇉ 2Y is acting between two different Banach spaces X and Y. We demonstrate the existence of any sequence produced by the modified GGPPA by taking certain presumptions into account, and we use metrically regular mapping to demonstrate the uniformity of semi-local and local convergence findings. Finally, we present a numerical experiment to verify the uniformity of semi-local convergence result.
- Set-valued mapping
- metrically regular mapping
- semi-local convergence
- uniform convergence
- lipschitz continuity
- fixed point lemma
How to Cite
References
Robinson SM. Generalized equations and their solutions, part I: basic theory. Math. Progamming Stud. 1979;10:128–141.
Robinson SM. Generalized equations and their solutions, part II: applications to nonlinear programming. Math. Programming Stud. 1982;19:200–221.
Ferris MC, Pang JS. Engineering and economic applications of complementarity problems. SIAM Rev. 1997;39:669–713.
Martinet B. Regularisation dinequations variationnelles par approximations successive. Rev. Fr. Inform. Rech. Oper. 1970;3:154-158.
Rockafellar RT. Monotone operators and the proximal point algorithm. SIAM Control Optim. 1976;14:877–898.
Spingarn JE. Submonotone mappings and the proximal point algorithm. Numer. Funct. Anal. Optim. 1981/82;4:123–150.
Aragon Artacho FJ, Dontchev AL and Geoffroy MH. Convergence of the proximal point method for metrically regular mappings. ESAIM: Proceedings. 2007;17:1–8.
Iusem AN, Pennanen T, Svaiter BF. Inexact variants of the proximal point algorithm without monotonicity. SIAM J. Optim. 2003;13:1080–1097.
Alom MA, Rashid MH, Dey KK. Convergence analysis of the general version of Gauss-type proximal point method for metrically regular mappings. Applied Mathematics. 2016;7(11):1248–1259.
Aragon Artacho FJ, Geoffroy MH. Uniformity and inexact version of a proximal point method for metrically regular mappings. J. Math. Anal. Appl. 2007;335:168-183.
Alom MA, Rashid MH and Dey KK. General Version of Gauss-type Proximal Point Method and Its Uniform Convergence Analysis for Metrically Regular Mappings. British Journal of Mathematics & Computer Science. 2017; 20(4); 1–13.
Rashid MH, Wang JH, Li C. Convergence analysis of Gauss-type proximal point method for metrically regular mappings. J. Nonlinear and Convex Analysis. 2013;14(3):627–635.
Li C, Ng KF. Majorizing functions and convergence of the Gauss-Newton method for convex composite optimization. SIAM J. Optim. 2007;18;613–642.
Rashid MH. Convergence analysis of Gauss-type proximal point method for variational inequalities. Open Science Journal of Mathematics and Application. 2014;2(1):5–14.
Alom MA, Rashid MH. General Gauss-type proximal point method and its convergence analysis for smooth generalized equations. Asian Journal of Mathematics and Computer Research. 2017;15(4):296–310.
Khaton MZ and Rashid MH. Extended Newton-type Method for Generalized Equations with Holderian Assumptions. Journal of Communications in Advanced Mathematical Sciences. 2021;4(1):1-13.
Alom MA, Gazi MB, Hossain I, Kundu E. Solving Smooth Generalized Equations Using Modified Gauss-Type Proximal Point Method. Applied Mathematics. 2022;13(6):523–537.
Aubin JP. Lipschitz behavior of solutions to convex minimization problems. Math. Oper. Res. 1984;9:87–111.
Aragon Artacho FJ and Gaydu M. A Lyusternik-Graves theorem for the proximal point method. Comput. Optim Appl. 2012;52(3):785–803.
Dontchev AL and Hager WW. An inverse mapping theorem for set-valued maps. Proc. Amer. Math. Soc. 1994;121:481–489.
-
Abstract View: 0 times
PDF Download: 0 times